Estimativa de preço das opções caso o mercado atinja a Call Wall hoje (mantendo IV constante).
| Strike | Call (Agora) | Call (Simul) | Var% Call | Put (Agora) | Put (Simul) | Var% Put |
|---|---|---|---|---|---|---|
| 5250.00 | 64.47 | 154.38 | 139.5% | 6.81 | 0.22 | -96.8% |
| 5303.50 | 28.40 | 102.58 | 261.1% | 24.20 | 1.87 | -92.3% |
| 5350.00 | 10.45 | 62.07 | 494.2% | 52.70 | 7.83 | -85.2% |
| 5400.00 | 2.49 | 28.92 | 1059.9% | 94.71 | 24.64 | -74.0% |
Visualização focada em Delta Agregado, Gamma Flip e Walls.
Copie o código abaixo e cole no Editor de Estratégias do ProfitChart.
// NTSL Indicator - Edi OpenInterest Levels - 26/01/2026 08:06
// Gerado Automaticamente
const
clCallWall = clBlue;
clPutWall = clRed;
clGammaFlip = clFuchsia;
clDeltaFlip = clYellow;
clRangeHigh = clLime;
clRangeLow = clRed;
clMaxPain = clPurple;
clExpMove = clWhite;
clEdiWall = clSilver;
clEffectiveWall = clAqua;
clFib = clYellow;
TamanhoFonte = 8;
input
ExibirWalls(true);
ExibirFlips(true);
ExibirRange(true);
ExibirMaxPain(true);
ExibirExpMoves(true);
ExibirEdiWall(true);
ExibirEffectiveWalls(true);
MostrarPLUS(true);
MostrarPLUS2(true);
ExibirMelhoresPontos(false);
ModeloFlip(7);
spot(0);
// 1 = Classic (5306.16)
// 2 = Spline (5293.04)
// 3 = HVL (5305.68)
// 4 = HVL Log (5295.48)
// 5 = Sigma Kernel (5290.65)
// 6 = PVOP (5306.16)
// 7 = HVL Gaussian (5250.00)
var
GammaVal: Float;
begin
// Inicializa GammaVal com o primeiro disponivel por seguranca
GammaVal := 5306.16;
if (ModeloFlip = 1) then GammaVal := 5306.16;
if (ModeloFlip = 2) then GammaVal := 5293.04;
if (ModeloFlip = 3) then GammaVal := 5305.68;
if (ModeloFlip = 4) then GammaVal := 5295.48;
if (ModeloFlip = 5) then GammaVal := 5290.65;
if (ModeloFlip = 6) then GammaVal := 5306.16;
if (ModeloFlip = 7) then GammaVal := 5250.00;
// --- Linhas Principais (Com Intercalação de Texto) ---
if (ExibirWalls) then
HorizontalLineCustom(5250.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirRange) then
HorizontalLineCustom(5270.59, clRangeLow, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5270.59, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirRange) then
HorizontalLineCustom(5336.41, clRangeHigh, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5336.41, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5350.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5350.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirEffectiveWalls) then
HorizontalLineCustom(5350.00, clEffectiveWall, 2, psDashDot, "Edi Effective Put", TamanhoFonte, tpBottomRight, 0, 0);
if (ExibirMaxPain) then
HorizontalLineCustom(5350.00, clMaxPain, 2, psSolid, "Edi_MaxPain", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5400.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirEffectiveWalls) then
HorizontalLineCustom(5400.00, clEffectiveWall, 2, psDashDot, "Edi Effective Call", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5650.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5750.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(6800.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
// Flips (Dinâmicos)
if (ExibirFlips) then begin
if (GammaVal > 0) then
HorizontalLineCustom(GammaVal, clGammaFlip, 2, psDash, "Edi_GammaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (5416.30 > 0) then
HorizontalLineCustom(5416.30, clDeltaFlip, 2, psDash, "Edi_DeltaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
end;
// Edi_Wall (Midpoints) - Grid Completo
if (ExibirEdiWall) then begin
HorizontalLineCustom(5300.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5375.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5525.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5700.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(6275.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS) then begin
HorizontalLineCustom(5288.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5311.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5369.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5380.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5495.50, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5554.50, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5688.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5711.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(6151.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(6398.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS2) then begin
HorizontalLineCustom(5273.60, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5326.40, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5361.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5388.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5459.00, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5591.00, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5673.60, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5726.40, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5997.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(6552.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (ExibirMelhoresPontos and LastBarOnChart) then
begin
HorizontalLineCustom(5311.46, clRed, 1, psDash, "Edi_Wall_Venda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5295.54, clLime, 1, psDash, "Edi_Wall_Compra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5319.41, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5287.59, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5334.18, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5272.82, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5342.14, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
HorizontalLineCustom(5264.86, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
end;
end;